Use the black-scholes to value a six-month european put, Financial Management

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Use the black-scholes to value a six-month european put

A stock index currently stands at 300 and has a volatility of 20%. The risk-free interest rate is 8% and the dividend yield on the index is 3%.

a) use the Black-Scholes to value a six-month European put option with a stike price of 300.

b) use the Black-Scholes to value a one-year European call option with a stike price of 325.

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Financial Management: Use the black-scholes to value a six-month european put

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Financial Management: Use the black-scholes to value a six-month european put

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